Your first ghost hunting kit

When you first begin ghost hunting, you don’t need to invest a lot of money in a fancy set of equipment. You can actually begin with what you have on hand or can purchase fairly inexpensively. Wait until you’re sure you’re going to stick with this before you shell out big bucks for specialty meters and things like that because they can cost you a small fortune, and they don't necessarily give you any better evidence than your first basic kit will.

Your First Kit

Notebook and pen/pencil: Taking notes is a must. If you’re committed to doing legitimate research, then you’ll want to do it correctly, and it all begins with good notes. Record the history of a place as you research it, as well as events that occur during your hunt, the time, weather conditions, etc.
Flashlight: You’ll be in dark places and frequently out at night, so a good, dependable flashlight is an absolute must.
Camera: Start with what you have – 110, 35 mm, etc. If you don’t own a camera, use a disposable one you can buy in almost any store. Purchase better equipment as you’re able. There's a strong debate in the paranormal research field as to whether to use film or digital. For now, use what you know.
Tape Recorder: Once again, start with what you have and know and add a good digital recorder that allows you to easily transfer files to your computer as you’re able. Use your recorder for capturing EVP (electronic voice phenomenon) or to record quick notes to yourself about the hunt.
Watch: When taking your notes, always record the time of each and every notation and event.
Extra Batteries: Paranormal locations and events are known to drain batteries – it’s thought that spirits use the energy to manifest, so always keep a good supply of all batteries you need for your equipment, especially your flashlight.
Painter’s Tape: This tape is highly visible and easily removed. You can use to hold things in place and also to conduct experiments. For instance, it an item is reputed to move on its own, surround it with painter’s tape. If it moves, it will cross the tape, and you’ll have proof. Be sure to record the item's position within the tape and afterwards with your camera.
Black Garbage Bags and Corn Starch: You’ll frequently run across stories about ghost children pushing vehicles and things like that. The easiest way to check for phenomena such as this is to spread out a black plastic garbage bag and sprinkle it with corn starch. Be sure to photograph it before and after. Also, the garbage bags can be used to collect your own trash and any you may find on the site. Remember to always try to leave a site better than you found it.
Beverage and Snack: Remember that previous article about a ghost hunter's greatest tool -- patience? You could be on site for hours. At least make yourself as comfortable as possible by bringing along a non-alcoholic beverage. Just be sure to properly dispose of your trash when you're finished.

Things to Add to Your Kit as You’re Able

Compass: One sign of a spirit presence is the disruption of energy fields. Some investigators use specific meters, such as EMF (electromagnetic field) detectors, to identify these disturbances, but a good compass is a simple, inexpensive substitute. Simply hold the compass steady or place it on a stable surface. When the energy field surrounding it is disrupted, the needle will jump and move.
Thermometer: Hauntings and spirit activity are generally accompanied by cold spots. A good thermometer will help document temperature fluctuations. As you’re able to afford it, you might consider adding a digital one for ease of use and convenience.
Walkie-talkies: These are so handy for a group. You can keep in touch, call for help, etc. However, be sure to respect any and all calls for radio silence so you don't interfere with anyone attempting to capture audio evidence.
Video Camera: This is not just an additional camera. Film your entire hunt/investigation and you may be surprised at what you missed when you watch the tape later. You may not see things that happen behind you on a hunt, but the camera may catch it for you.

Recommended

Cell Phone: You can use it to call for assistance, or as a back-up camera should yours become unusable for some reason.
Emergency Contact Information: I was once out with a group when one of the members had an accident. On the way to the ER it quickly became apparent that we did not have any emergency medical information for this gentleman or know who to contact on his behalf. This is not a safe situation.
First-aid Kit: This one is self-explanatory, especially if you're someone like me who is most definitely not known for their grace.

Advanced Equipment

Other things people use are computers, motion detection equipment and activated cameras, electromagnetic field meters, infrared meters, night vision equipment, audio enhancement equipment, electrostatic generators and more. You’ll add equipment as you learn to use it, find a need for it and can afford it. While it’s great to have in the future, it’s not required to get started or to do good, sound research and investigation.

Hints

A fishing tackle box makes a great case for your equipment. They aren't too expensive (watch for end-of-season sales), and some even come with built-in coolers or seats. Also, a carpenter's tool belt is a great way to carry equipment while you're on a hunt and yet allow your hands to remain free for note or picture taking. You might also check into a head lamp, a flashlight that either clips to your hat or straps to your head. They're another way to keep your hands free to use your camera or any other recording devices you may have with you.

Finally, remember your most important tool -- patience, and always practice safe ghost hunting techniques, which include never going alone and telling someone where you'll be and what time you plan to return. You want to hunt ghosts, not become one.